+162.4%
ADM vs ECL
+153.2%
+9.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +11.0% | -2.5% | +13.5% | +12.0% |
| 3M | +6.0% | +8.3% | -2.3% | +2.2% |
| 6M | +26.9% | -1.1% | +28.0% | +26.5% |
| YTD | +50.0% | +6.5% | +43.5% | +44.9% |
| 1Y | +39.6% | +2.1% | +37.5% | +36.8% |
| 3Y | +18.5% | +57.6% | -39.1% | -5.2% |
| 5Y | +62.6% | +28.1% | +34.5% | +41.0% |
| 10Y | +162.4% | +153.2% | +9.2% | +69.0% |
| All | +162.4% | +153.2% | +9.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling